WHGSX vs. TISBX
WHGSX (Westwood Quality SmallCap Fund) and TISBX (TIAA-CREF Small-Cap Blend Index Fund) are both mutual funds - WHGSX is a Quality Factor fund managed by Westwood, while TISBX is a Small Cap Blend Equities fund managed by TIAA. Over the past 10 years, WHGSX returned 8.80%/yr vs 10.64%/yr for TISBX. Their correlation of 0.94 means they have usually moved in the same direction. WHGSX charges 0.92%/yr vs 0.05%/yr for TISBX.
Performance
WHGSX vs. TISBX - Performance Comparison
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Returns By Period
In the year-to-date period, WHGSX achieves a 16.86% return, which is significantly lower than TISBX's 20.94% return. Over the past 10 years, WHGSX has underperformed TISBX with an annualized return of 8.80%, while TISBX has yielded a comparatively higher 10.64% annualized return.
WHGSX
- 1D
- 1.32%
- 1M
- 0.68%
- 6M
- 9.36%
- YTD
- 16.86%
- 1Y
- 16.60%
- 3Y*
- 9.04%
- 5Y*
- 6.58%
- 10Y*
- 8.80%
- ALL TIME*
- 7.19%
TISBX
- 1D
- 1.73%
- 1M
- -0.41%
- 6M
- 13.31%
- YTD
- 20.94%
- 1Y
- 36.38%
- 3Y*
- 16.66%
- 5Y*
- 7.84%
- 10Y*
- 10.64%
- ALL TIME*
- 9.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WHGSX vs. TISBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHGSX Westwood Quality SmallCap Fund | 16.86% | -0.12% | 4.75% | 17.16% | -12.42% | 27.94% | 2.16% | 27.13% | -14.25% | 12.38% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 20.94% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 25.61% | -10.99% | 13.14% |
Correlation
The correlation between WHGSX and TISBX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2007 | 0.94 |
The correlation between WHGSX and TISBX shifts across timeframes, from 0.83 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WHGSX vs. TISBX — Risk / Return Rank
WHGSX
TISBX
WHGSX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westwood Quality SmallCap Fund (WHGSX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WHGSX | TISBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.62 | -1.84 |
| Martin ratioReturn relative to average drawdown | 4.72 | 12.82 | -8.11 |
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Drawdowns
WHGSX vs. TISBX - Drawdown Comparison
The maximum WHGSX drawdown since its inception was -56.51%, roughly equal to the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for WHGSX and TISBX.
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Drawdown Indicators
| WHGSX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.51% | -56.50% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -10.95% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -26.67% | -27.44% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -31.89% | +5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -42.94% | -41.69% | -1.25% |
Current DrawdownCurrent decline from peak | -1.28% | -1.33% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -10.38% | -9.63% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.08% | +0.87% |
Volatility
WHGSX vs. TISBX - Volatility Comparison
The current volatility for Westwood Quality SmallCap Fund (WHGSX) is 3.87%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 4.21%. This indicates that WHGSX experiences smaller price fluctuations and is considered to be less risky than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WHGSX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 4.21% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 14.09% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 19.37% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 22.53% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 23.42% | -1.36% |
WHGSX vs. TISBX - Expense Ratio Comparison
WHGSX has a 0.92% expense ratio, which is higher than TISBX's 0.05% expense ratio.
Dividends
WHGSX vs. TISBX - Dividend Comparison
WHGSX's dividend yield for the trailing twelve months is around 5.23%, more than TISBX's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISBX TIAA-CREF Small-Cap Blend Index Fund | 3.41% | 4.12% | 6.82% | 3.09% | 1.97% | 8.96% | 2.65% | 5.16% | 9.29% | 4.49% | 4.03% | 4.77% |
WHGSX Westwood Quality SmallCap Fund | 5.23% | 6.11% | 6.37% | 4.06% | 3.67% | 4.69% | 0.65% | 1.04% | 7.20% | 7.25% | 0.52% | 0.41% |
Frequently Asked Questions
WHGSX and TISBX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TISBX has higher volatility (4.21%) compared to WHGSX (3.87%). In terms of maximum drawdown, WHGSX dropped -56.51% vs TISBX's -56.50%.
TISBX currently has the higher Sharpe Ratio (2.05 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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